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Solving BVPs Using Quasirandom Walks on the Boundary

机译:使用QuasiRandom在边界上求解BVP

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The random walk on the boundary Monte Carlo method has been successfully used for solving boundary-value problems. This method has significant advantages when compared to random walks on spheres, balls or a grid, when solving exterior problems, or when solving a problem at an arbitrary number of points using a single random walk. In this paper we study the properties of the method when we use quasirandom sequences instead of pseudorandom numbers to construct the walks on the boundary. Theoretical estimates of the convergence rate are given and numerical experiments are presented in an attempt to confirm the convergence results. The numerical results show that for "walk on the boundary" quasirandom sequences provide a slight improvement over ordinary Monte Carlo.
机译:边界蒙特卡罗方法上的随机步行已成功用于解决边值问题。与在使用单个随机步行时,与球体,球或网格上的随机行走相比,该方法具有显着的优点。在使用单个随机步行时求解在任意数量的点处的问题时。在本文中,我们在使用Quasirandom序列而不是伪随机数来构建边界上的散步时,研究该方法的属性。给出了收敛速率的理论估计,并以试图确认收敛结果的尝试提供了数值实验。数值结果表明,对于“走向边界”,Quasirandom序列在普通蒙特卡罗提供了轻微的改善。

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